| Publication | Date of Publication | Type |
|---|
| End-to-end risk budgeting portfolio optimization with neural networks | 2024-08-19 | Paper |
| Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks | 2022-03-11 | Paper |
| A semiparametric graphical modelling approach for large-scale equity selection | 2021-07-16 | Paper |
| Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network | 2020-12-07 | Paper |
| Performance Enhancements for Defined Benefit Pension Plans | 2019-01-25 | Paper |
| Trend-following hedge funds and multi-period asset allocation | 2019-01-14 | Paper |
| Dynamic allocations for currency futures under switching regimes signals | 2016-10-07 | Paper |
| Optimal savings management for individuals with defined contribution pension plans | 2016-10-06 | Paper |
| Dynamic asset allocation for varied financial markets under regime switching framework | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5416119 | 2014-05-19 | Paper |
| Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators | 2011-05-31 | Paper |
| An Enterprise Risk Management Model for Supply Chains | 2009-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324624 | 2009-08-03 | Paper |
| Improving performance for long-term investors: wide diversification, leverage, and overlay strategies | 2007-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372279 | 2006-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459797 | 2004-05-18 | Paper |
| Financial planning via multi-stage stochastic optimization. | 2004-02-14 | Paper |
| Introduction to financial optimization: Mathematical programming special issue | 2001-10-10 | Paper |
| Stratified filtered sampling in stochastic optimization | 2000-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251882 | 2000-02-09 | Paper |
| Parameter estimation in stochastic scenario generation systems | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247068 | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251860 | 1999-06-17 | Paper |
| Linking strategic and tactical planning systems for asset and liability management | 1999-05-27 | Paper |
| Strategic financial risk management and operations research | 1999-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231143 | 1999-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4209178 | 1998-10-14 | Paper |
| Solving long-term financial planning problems via global optimization | 1998-07-22 | Paper |
| Making a Case for Robust Optimization Models | 1998-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251839 | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4350064 | 1997-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688150 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139187 | 1996-01-30 | Paper |
| A New Scenario Decomposition Method for Large-Scale Stochastic Optimization | 1996-01-16 | Paper |
| An Extension of the DQA Algorithm to Convex Stochastic Programs | 1996-01-14 | Paper |
| Robust Optimization of Large-Scale Systems | 1995-09-25 | Paper |
| Capturing the Correlations of Fixed-income Instruments | 1995-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311900 | 1995-05-01 | Paper |
| Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives | 1994-02-24 | Paper |
| Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure | 1993-10-12 | Paper |
| Stochastic Network Programming for Financial Planning Problems | 1993-04-01 | Paper |
| A diagonal quadratic approximation method for large scale linear programs | 1993-01-16 | Paper |
| Formulating Two-Stage Stochastic Programs for Interior Point Methods | 1992-06-28 | Paper |
| Solving multistage stochastic networks: An application of scenario aggregation | 1992-06-27 | Paper |
| Simplicial Decomposition for Convex Generalized Networks | 1992-06-25 | Paper |
| Applying the progressive hedging algorithm to stochastic generalized networks | 1991-01-01 | Paper |
| Stochastic network optimization models for investment planning | 1989-01-01 | Paper |
| OR Practice—Large-Scale Nonlinear Network Models and Their Application | 1989-01-01 | Paper |
| A distributed algorithm for convex network optimization problems | 1988-01-01 | Paper |
| Vectorization and multitasking of nonlinear network programming algorithms | 1988-01-01 | Paper |
| Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3751342 | 1986-01-01 | Paper |
| Solving Large Scale Generalized Networks | 1985-01-01 | Paper |
| Solving capacitated clustering problems | 1984-01-01 | Paper |
| Multivariate Stratified Sampling by Optimization | 1983-01-01 | Paper |
| A classroom/time assignment model | 1982-01-01 | Paper |
| Network Relaxations and Lower Bounds for Multiple Choice Problems | 1982-01-01 | Paper |
| Technical Note—Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3873956 | 1980-01-01 | Paper |
| Cluster Analysis: An Application of Lagrangian Relaxation | 1979-01-01 | Paper |
| An evaluation of mathematical programming and minicomputers | 1979-01-01 | Paper |
| Reporting computational experiments in mathematical programming | 1978-01-01 | Paper |
| Pivot Strategies for Primal-Simplex Network Codes | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3858013 | 1978-01-01 | Paper |
| Testing of a large-scale network optimization program | 1978-01-01 | Paper |
| A critical review of comparisons of mathematical programming algorithms and software (1953-1977) | 1978-01-01 | Paper |
